CME Pit-Traded Corn Future September 2009

Trading Metrics calculated at close of trading on 20-Apr-2009

Day Change Summary
	Previous	Current
	17-Apr-2009	20-Apr-2009	Change	Change %	Previous Week
Open	405-4	380-2	-25-2	-6.2%	402-4
High	405-4	387-6	-17-6	-4.4%	415-2
Low	395-4	380-2	-15-2	-3.9%	395-4
Close	395-2	387-6	-7-4	-1.9%	395-2
Range	10-0	7-4	-2-4	-25.0%	19-6
ATR	7-6	8-2	0-4	6.7%	0-0
Volume	9,283	8,921	-362	-3.9%	68,008

Daily Pivots for day following 20-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	407-6	405-2	391-7
R3	400-2	397-6	389-6
R2	392-6	392-6	389-1
R1	390-2	390-2	388-4	391-4
PP	385-2	385-2	385-2	385-7
S1	382-6	382-6	387-0	384-0
S2	377-6	377-6	386-3
S3	370-2	375-2	385-6
S4	362-6	367-6	383-5

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	461-2	448-0	406-1
R3	441-4	428-2	400-5
R2	421-6	421-6	398-7
R1	408-4	408-4	397-0	405-2
PP	402-0	402-0	402-0	400-3
S1	388-6	388-6	393-4	385-4
S2	382-2	382-2	391-5
S3	362-4	369-0	389-7
S4	342-6	349-2	384-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	415-2	380-2	35-0	9.0%	7-0	1.8%	21%	False	True	11,822
10	424-4	380-2	44-2	11.4%	5-3	1.4%	17%	False	True	11,487
20	425-6	380-2	45-4	11.7%	5-3	1.4%	16%	False	True	9,461
40	425-6	363-4	62-2	16.1%	5-4	1.4%	39%	False	False	8,415
60	430-4	363-4	67-0	17.3%	5-2	1.3%	36%	False	False	7,115

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	419-5
2.618	407-3
1.618	399-7
1.000	395-2
0.618	392-3
HIGH	387-6
0.618	384-7
0.500	384-0
0.382	383-1
LOW	380-2
0.618	375-5
1.000	372-6
1.618	368-1
2.618	360-5
4.250	348-3

Fisher Pivots for day following 20-Apr-2009
Pivot	1 day	3 day
R1	386-4	392-7
PP	385-2	391-1
S1	384-0	389-4

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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